His and Her Health

This must be an old and redundant question, but I don't have the answer to it. Why is it that sometimes it hurts when I pee after sex?

There are a number of causes of pain with urination. The most common is a bladder infection- usually associated with more frequent voiding as well. The symptoms are often persistent and require antibiotics to go away.
Another cause of this pain with emptying the bladder is a chronic inflammatory condition known as Interstitial Cystitis. This problem is much more unusual, but often undiagnosed for months or years because it's confused with a bladder infection. The treatment for IC includes dietary changes and medications, and is typically managed by a Urologist.
In the simple case of brief discomfort voiding after sex, the explanation is probably some trauma or minor injury to the urethra, the short tube that empties the bladder. It would be wise to mention this problem to a gynecologist at your next exam, to make sure nothing else is wrong.